+2.8%
GLD vs TPG
+0.9%
+1.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.7% | 0.0% | +3.4% |
| 7D | -0.3% | +12.5% | -12.8% | -1.2% |
| 30D | -1.9% | +12.7% | -14.6% | -2.8% |
| 3M | -0.4% | +3.5% | -4.0% | -0.7% |
| 6M | -10.2% | +14.1% | -24.3% | -11.5% |
| YTD | -6.0% | -18.5% | +12.5% | -9.3% |
| 1Y | +2.8% | -1.8% | +4.6% | -2.2% |
| All | +2.8% | +0.9% | +1.9% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling